+0.4%
VSAT vs TXT
+100.3%
-99.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.2% |
| 7D | +3.5% | +0.8% | +2.7% | +2.9% |
| 30D | -14.7% | -10.4% | -4.3% | -8.5% |
| 3M | +13.2% | -14.3% | +27.5% | +25.0% |
| 6M | +57.4% | -15.1% | +72.5% | +75.1% |
| YTD | +110.0% | -8.3% | +118.3% | +121.1% |
| 1Y | +134.4% | -0.7% | +135.1% | +135.4% |
| 3Y | +203.5% | +6.0% | +197.5% | +193.6% |
| 5Y | +47.1% | +12.5% | +34.6% | +35.5% |
| 10Y | +0.4% | +103.2% | -102.8% | -47.8% |
| All | +0.4% | +100.3% | -99.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling